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The Robustness of Economic Activity to Destructive Events
Galbraith, John - Centre Interuniversitaire de Recherche en Analyse des … - 2009
potential increased vulnerability in economic systems. To do so we draw on concepts from information theory, robust system … potentielle accrue au sein des systèmes économiques. Pour ce faire, nous nous appuyons sur les concepts issus de la théorie de l …
Persistent link: https://www.econbiz.de/10005027208
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Maxmin computation and optimal correlation in repeated games with signals
Gossner, Olivier; Laraki, Rida; Tomala, Tristan - Université Paris-Dauphine (Paris IX) - 2004
d'optimisation défini sur l'ensemble des distributions de probabilités sous contraintes d'entropie. Cette article offre …
Persistent link: https://www.econbiz.de/10011072800
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Generalized Beta-Generated Distributions
Alexander, Carol; Cordeiro, Gauss M.; Ortega, Edwin M. M.; … - Henley Business School, University of Reading - 2011
Persistent link: https://www.econbiz.de/10010838056
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The Economic Impact of Alternative Water Pricing Policies in Alentejo Region
Fragoso, Rui; Marques, Carlos - Centro de Estudos e Formação Avançada em Gestão e … - 2013
that region. The methodological framework uses the estimation of programming models based on optimality conditions as an … alternative to the Positive Mathematical Programming approach. The model parameters were estimated using the entropy approach and …
Persistent link: https://www.econbiz.de/10010610766
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A generalized normal distribution
Nadarajah, Saralees - In: Journal of Applied Statistics 32 (2005) 7, pp. 685-694
, mean deviation about the median, Renyi entropy, Shannon entropy, and the asymptotic distribution of the extreme order … statistics. We also discuss estimation by the methods of moments and maximum likelihood and provide an expression for the Fisher …
Persistent link: https://www.econbiz.de/10005639799
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Modelling Inter-Regional Trade Flows: Data and Methodological Issues
d'Artis Kancs; Thissen, Mark - Economics and Econometrics Research Institute (EERI) - 2013
The present paper proposes an improved estimation strategy for estimating inter-regional trade flows. Our estimation …, from which many previous estimation approaches suffer. Hence, our estimation strategy is particulalry suitable for for …
Persistent link: https://www.econbiz.de/10011147734
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Editing and multiply imputing German establishment panel data to estimate stochastic production frontier models
Kölling, Arnd; Rässler, Susanne - Institut für Arbeitsmarkt- und Berufsforschung (IAB) - 2004
when estimation of productivity is the task. To multiply impute the missing data a data augmentation algorithm based on a …
Persistent link: https://www.econbiz.de/10005537090
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Editing and multiply imputing German establishment panel data to estimate stochastic production frontier models
Kölling, Arnd; Rässler, Susanne - Institut für Arbeitsmarkt- und Berufsforschung (IAB) - 2004
when estimation of productivity is the task. To multiply impute the missing data a data augmentation algorithm based on a …
Persistent link: https://www.econbiz.de/10010592447
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Robust multivariate modeling in finance
Mendes, Beatriz Vaz de Melo; Leal, Ricardo Pereira Camara - In: International Journal of Managerial Finance 1 (2005) April, pp. 95-106
Purpose – Proposes a new covariance matrix robust estimator able to capture the correct orientation of the data and the large unconditional variance caused by occasional high volatility periods. Design/methodology/approach – Derives easy-to-compute estimates for the center and covariance...
Persistent link: https://www.econbiz.de/10005002482
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The Multivariate Split Normal Distribution and Asymmetric Principal Components Analysis
Villani, Mattias; Larsson, Rolf - Sveriges Riksbank - 2004
likelihood estimation is discussed and a complete Bayesian analysis of the multivariate split normal distribution is developed. …
Persistent link: https://www.econbiz.de/10005190794